SAS® Risk Modeling Workbench

A sound stress test modeling environment that stands up to regulatory scrutiny.

Lower costs and reduce the operational risks associated with model development. SAS delivers a centralized, structured environment that streamlines the development of all types of models needed for stress testing.

Benefits

Streamline model development.

A single, centralized model development environment streamlines model development processes and eliminates the difficult challenge of integrating disparate model development environments. Quantitative analysts can quickly develop, calibrate and validate all models needed for stress testing, as well as visually explore model results. In addition, you can link revenue models (PPNR/NII) with loss models, which is necessary to create a complete capital plan.

Develop stronger stress testing models.

Industry-leading model development capabilities provide a strong foundation for an end-to-end stress testing solution. The SAS Risk Modeling Workbench includes statistical tools for developing standard stress testing models, such as proportional hazard, regression-based models. And the solution's open, flexible environment enables you to develop models, as well as specify linkages among different models.

Visualize model dependencies.

A visual interface facilitates model development and calibration. Visual flows show dependencies among groups of models, and linkages between data sources and models can be easily visualized and explained.

Ensure greater transparency and governance.

Complete integration with other technology components related to model execution and stress testing process orchestration enables end-to-end governance and greater transparency, from model development to reporting.

Screenshots

Model Development

Flexible Variable Selection

Visualization & Reporting

Exploratory Analysis

Features

An open, flexible model development environment. Streamlines the development of all types of models needed for stress testing.

Web-based interface. Enables the development and calibration of the various models needed for stress testing, and visually displays linkages between data sources and satellite models.

An integrated part of the SAS Stress Testing suite of solutions. Integrates seamlessly with other technology components related to model execution and process orchestration within the stress testing process.